CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0123	2.78
$α$	0.1598	7.25
$β$	0.6752	16.02
$γ_{1}$	-0.0436	-0.73
$γ_{2}$	0.0865	1.09
$γ_{3}$	-0.1037	-1.72
$γ_{4}$	0.1121	2.22
$γ_{5}$	-0.0531	-1.27
$γ_{6}$	-0.0269	-0.60
$γ_{7}$	0.0150	0.34
$γ_{8}$	0.0807	2.05
$γ_{9}$	-0.1302	-2.98
$γ_{10}$	0.0878	2.55

V-Lab

Channel Infrastructure NZ Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.34% (-1.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Channel Infrastructure NZ Ltd Analyses